+17.0%
O vs XPO
+273.9%
-256.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -0.6% | +2.7% | -3.2% | -0.8% |
| 30D | -2.0% | -6.2% | +4.2% | -1.5% |
| 3M | +3.0% | -15.4% | +18.4% | +4.2% |
| 6M | -3.6% | +0.7% | -4.4% | -3.9% |
| YTD | +12.1% | +39.8% | -27.8% | +8.8% |
| 1Y | +8.9% | +43.3% | -34.4% | +5.2% |
| 3Y | +30.3% | +166.0% | -135.7% | +14.7% |
| All | +17.0% | +273.9% | -256.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling